#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Models.Equity;
using Cephei.QL.Processes;
using Cephei.QL.Methods.Finitedifferences.Solvers;
using Cephei.QL;
namespace Cephei.QL.Pricingengines.Vanilla
{
    /// <summary> 
	/// ! \ingroup vanillaengines  \test the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black/Heston pricing.
	/// </summary>
    [Guid ("D2093B27-B00F-4141-BF11-0B5F401AB474"),ComVisible(true)]
	public interface IFdHestonHullWhiteVanillaEngine : Cephei.QL.IPricingEngine
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IFdHestonHullWhiteVanillaEngine Calculate {get;}
        /// <summary> 
		/// 
		/// </summary>
		 IFdHestonHullWhiteVanillaEngine EnableMultipleStrikesCaching(Cephei.Core.IVector<Double> strikes);
        /// <summary> 
		/// 
		/// </summary>
		 IFdHestonHullWhiteVanillaEngine Update {get;}
    }   

    /// <summary> 
	/// ! \ingroup vanillaengines  \test the correctness of the returned value is tested by reproducing results available in web/literature and comparison with Black/Heston pricing. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IFdHestonHullWhiteVanillaEngine_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IFdHestonHullWhiteVanillaEngine Create (Cephei.QL.Models.Equity.IHestonModel model, Cephei.QL.Processes.IHullWhiteProcess hwProcess, Double corrEquityShortRate, Microsoft.FSharp.Core.FSharpOption<UInt64> tGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> xGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> vGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> rGrid, Microsoft.FSharp.Core.FSharpOption<UInt64> dampingSteps, Microsoft.FSharp.Core.FSharpOption<Boolean> controlVariate, Microsoft.FSharp.Core.FSharpOption<Cephei.QL.Methods.Finitedifferences.Solvers.IFdmSchemeDesc> schemeDesc);
    }
}

